+51.6%
COHR vs FLEX
+23.4%
+28.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -12.3% | +6.4% | +2.8% |
| 7D | -18.6% | -17.0% | -1.6% | -7.2% |
| 30D | -41.5% | -33.8% | -7.7% | -22.0% |
| 3M | -39.7% | -39.0% | -0.7% | -14.2% |
| 6M | -40.9% | -15.9% | -25.0% | -30.5% |
| YTD | +5.7% | +27.8% | -22.1% | -16.2% |
| 1Y | +51.6% | +25.0% | +26.6% | +23.6% |
| All | +51.6% | +23.4% | +28.1% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling